VMM
Vishal Mega Mart Limited
Historical option data for VMM
17 Apr 2026 04:11 PM IST
| VMM 28-Apr-2026 (10d) 112 CE | ||||||||||||||||
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Delta: 0.81
Vega: 0
Theta: -0.1
Gamma: 0.03532
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Apr | 118.95 | 7.15 | 0.5500000000000007 | 37.24 | 2 | 0 | 173 | |||||||||
| 16 Apr | 117.55 | 6.6 | -0.25 | 39.96 | 0 | 0 | 173 | |||||||||
| 15 Apr | 117.35 | 6.6 | 1.1599999999999993 | 39.96 | 1 | 0 | 173 | |||||||||
| 13 Apr | 114.54 | 5.49 | -0.34999999999999964 | 42.32 | 10 | -2 | 173 | |||||||||
| 10 Apr | 114.50 | 5.84 | 1.25 | 42.85 | 26 | 1 | 176 | |||||||||
| 9 Apr | 112.07 | 4.51 | -2.49 | 39.56 | 251 | 167 | 175 | |||||||||
| 8 Apr | 116.59 | 7 | 2 | 32.94 | 6 | -3 | 10 | |||||||||
| 7 Apr | 112.52 | 5 | -1 | 43.74 | 29 | 1 | 15 | |||||||||
| 6 Apr | 113.74 | 5.99 | 3.91 | 43.8 | 47 | 14 | 14 | |||||||||
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| 2 Apr | 107.88 | 2.08 | 0 | 3.87 | 0 | 0 | 0 | |||||||||
| 1 Apr | 105.11 | 2.08 | 0 | 6.49 | 0 | 0 | 0 | |||||||||
For Vishal Mega Mart Limited - strike price 112 expiring on 28APR2026
Delta for 112 CE is 0.81
Historical price for 112 CE is as follows
On 17 Apr VMM was trading at 118.95. The strike last trading price was 7.15, which was 0.5500000000000007 higher than the previous day. The implied volatity was 37.24, the open interest changed by 0 which decreased total open position to 173
On 16 Apr VMM was trading at 117.55. The strike last trading price was 6.6, which was -0.25 lower than the previous day. The implied volatity was 39.96, the open interest changed by 0 which decreased total open position to 173
On 15 Apr VMM was trading at 117.35. The strike last trading price was 6.6, which was 1.1599999999999993 higher than the previous day. The implied volatity was 39.96, the open interest changed by 0 which decreased total open position to 173
On 13 Apr VMM was trading at 114.54. The strike last trading price was 5.49, which was -0.34999999999999964 lower than the previous day. The implied volatity was 42.32, the open interest changed by -2 which decreased total open position to 173
On 10 Apr VMM was trading at 114.50. The strike last trading price was 5.84, which was 1.25 higher than the previous day. The implied volatity was 42.85, the open interest changed by 1 which increased total open position to 176
On 9 Apr VMM was trading at 112.07. The strike last trading price was 4.51, which was -2.49 lower than the previous day. The implied volatity was 39.56, the open interest changed by 167 which increased total open position to 175
On 8 Apr VMM was trading at 116.59. The strike last trading price was 7, which was 2 higher than the previous day. The implied volatity was 32.94, the open interest changed by -3 which decreased total open position to 10
On 7 Apr VMM was trading at 112.52. The strike last trading price was 5, which was -1 lower than the previous day. The implied volatity was 43.74, the open interest changed by 1 which increased total open position to 15
On 6 Apr VMM was trading at 113.74. The strike last trading price was 5.99, which was 3.91 higher than the previous day. The implied volatity was 43.8, the open interest changed by 14 which increased total open position to 14
On 2 Apr VMM was trading at 107.88. The strike last trading price was 2.08, which was 0 lower than the previous day. The implied volatity was 3.87, the open interest changed by 0 which decreased total open position to 0
On 1 Apr VMM was trading at 105.11. The strike last trading price was 2.08, which was 0 lower than the previous day. The implied volatity was 6.49, the open interest changed by 0 which decreased total open position to 0
| VMM 28-Apr-2026 (10d) 112 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 0
Theta: -0.09
Gamma: 0.0293
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Apr | 118.95 | 0.94 | -1.8399999999999999 | 43.06 | 12 | -3 | 69 |
| 16 Apr | 117.55 | 2.73 | 2.73 | - | 0 | 0 | 72 |
| 15 Apr | 117.35 | 2.73 | 2.73 | - | 0 | 0 | 72 |
| 13 Apr | 114.54 | 2.73 | -0.04999999999999982 | 43.17 | 19 | -6 | 75 |
| 10 Apr | 114.50 | 2.78 | -0.98 | 40.25 | 2 | 0 | 81 |
| 9 Apr | 112.07 | 3.58 | 1.48 | 39.57 | 72 | 22 | 58 |
| 8 Apr | 116.59 | 2 | -2.08 | 39.63 | 16 | 4 | 35 |
| 7 Apr | 112.52 | 4.09 | 0.32 | 41.23 | 44 | 29 | 32 |
| 6 Apr | 113.74 | 3.77 | -4.38 | 43.46 | 10 | 3 | 3 |
| 2 Apr | 107.88 | 8.15 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 105.11 | 8.15 | 0 | - | 0 | 0 | 0 |
For Vishal Mega Mart Limited - strike price 112 expiring on 28APR2026
Delta for 112 PE is -0.18
Historical price for 112 PE is as follows
On 17 Apr VMM was trading at 118.95. The strike last trading price was 0.94, which was -1.8399999999999999 lower than the previous day. The implied volatity was 43.06, the open interest changed by -3 which decreased total open position to 69
On 16 Apr VMM was trading at 117.55. The strike last trading price was 2.73, which was 2.73 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72
On 15 Apr VMM was trading at 117.35. The strike last trading price was 2.73, which was 2.73 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72
On 13 Apr VMM was trading at 114.54. The strike last trading price was 2.73, which was -0.04999999999999982 lower than the previous day. The implied volatity was 43.17, the open interest changed by -6 which decreased total open position to 75
On 10 Apr VMM was trading at 114.50. The strike last trading price was 2.78, which was -0.98 lower than the previous day. The implied volatity was 40.25, the open interest changed by 0 which decreased total open position to 81
On 9 Apr VMM was trading at 112.07. The strike last trading price was 3.58, which was 1.48 higher than the previous day. The implied volatity was 39.57, the open interest changed by 22 which increased total open position to 58
On 8 Apr VMM was trading at 116.59. The strike last trading price was 2, which was -2.08 lower than the previous day. The implied volatity was 39.63, the open interest changed by 4 which increased total open position to 35
On 7 Apr VMM was trading at 112.52. The strike last trading price was 4.09, which was 0.32 higher than the previous day. The implied volatity was 41.23, the open interest changed by 29 which increased total open position to 32
On 6 Apr VMM was trading at 113.74. The strike last trading price was 3.77, which was -4.38 lower than the previous day. The implied volatity was 43.46, the open interest changed by 3 which increased total open position to 3
On 2 Apr VMM was trading at 107.88. The strike last trading price was 8.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr VMM was trading at 105.11. The strike last trading price was 8.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
